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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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Vega | Theta | Gamma | Delta | Imp Vol | Vol (k) | OI (lakhs) | PoP | LTP | Strike | LTP | PoP | OI (lakhs) | Vol (k) | Imp Vol | Delta | Gamma | Theta | Vega | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.60 | 99.00% | 382.00 | 1,000PCR: 14.66 | 0.45 | 0.90% | 8.73 | 46.00 | 72.27% | -0.006 | 0.000 | -0.119 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 14.50 | 5.76 | 99.00% | 326.00 | 1,100PCR: 1.31 | 0.60 | 1.31% | 7.55 | 65.50 | 56.64% | -0.010 | 0.000 | -0.142 | 0.076 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 201.35 | 1,120PCR: 53.50 | 0.60 | 1.44% | 1.07 | 3.00 | 53.71% | -0.011 | 0.000 | -0.149 | 0.084 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 265.40 | 1,130PCR: 51.63 | 0.60 | 1.43% | 2.07 | 4.00 | 51.76% | -0.011 | 0.000 | -0.144 | 0.085 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.28 | 99.00% | 267.50 | 1,140PCR: 5.52 | 0.65 | 1.58% | 1.55 | 6.50 | 50.78% | -0.012 | 0.000 | -0.156 | 0.093 | Login To Trade |
0.414 | -1.071 | 0.001 | 0.925 | 78.86% | 0.00 | 0.84 | 45.37% | 289.75 | 1,150PCR: 7.66 | 0.60 | 1.56% | 6.40 | 77.50 | 48.83% | -0.012 | 0.000 | -0.149 | 0.093 | Login To Trade |
0.451 | -1.175 | 0.001 | 0.916 | 79.35% | 0.00 | 0.61 | 45.15% | 281.00 | 1,160PCR: 2.77 | 0.65 | 1.56% | 1.68 | 8.50 | 46.88% | -0.012 | 0.000 | -0.145 | 0.094 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.21 | 99.00% | 242.15 | 1,170PCR: 0.58 | 0.70 | 1.74% | 0.70 | 1.50 | 45.90% | -0.014 | 0.000 | -0.157 | 0.104 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.50 | 1.11 | 99.00% | 245.85 | 1,180PCR: 2.03 | 0.95 | 2.27% | 2.24 | 15.00 | 46.39% | -0.018 | 0.000 | -0.201 | 0.132 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 180.15 | 1,190PCR: 28.15 | 1.05 | 2.53% | 1.83 | 21.00 | 45.41% | -0.021 | 0.000 | -0.218 | 0.146 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.00 | 2.85 | 99.00% | 230.00 | 1,200PCR: 9.94 | 1.10 | 2.68% | 28.32 | 185.50 | 43.95% | -0.022 | 0.000 | -0.223 | 0.155 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.25 | 99.00% | 175.75 | 1,210PCR: 5.84 | 1.15 | 2.82% | 1.43 | 5.50 | 42.48% | -0.024 | 0.000 | -0.228 | 0.163 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.64 | 99.00% | 211.15 | 1,220PCR: 7.46 | 1.20 | 3.02% | 4.78 | 21.00 | 41.02% | -0.026 | 0.001 | -0.234 | 0.174 | Login To Trade |
0.374 | -0.627 | 0.001 | 0.934 | 51.03% | 0.00 | 0.89 | 46.72% | 206.00 | 1,230PCR: 3.34 | 1.25 | 3.20% | 2.96 | 22.00 | 39.55% | -0.027 | 0.001 | -0.239 | 0.184 | Login To Trade |
0.516 | -0.979 | 0.001 | 0.899 | 57.74% | 0.00 | 2.47 | 45.65% | 200.00 | 1,240PCR: 2.00 | 1.55 | 3.79% | 4.94 | 33.00 | 39.06% | -0.033 | 0.001 | -0.275 | 0.215 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 5.78 | 99.00% | 171.85 | 1,250PCR: 2.51 | 1.60 | 4.10% | 14.52 | 69.50 | 37.60% | -0.036 | 0.001 | -0.285 | 0.231 | Login To Trade |
0.275 | -0.339 | 0.001 | 0.956 | 37.60% | 3.00 | 2.35 | 47.73% | 173.55 | 1,260PCR: 4.29 | 1.80 | 4.40% | 10.07 | 76.50 | 36.13% | -0.039 | 0.001 | -0.293 | 0.247 | Login To Trade |
0.376 | -0.494 | 0.001 | 0.934 | 40.04% | 0.00 | 1.99 | 47.18% | 165.00 | 1,270PCR: 3.54 | 1.90 | 4.93% | 7.05 | 66.00 | 35.16% | -0.044 | 0.001 | -0.316 | 0.274 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 7.27 | 99.00% | 141.25 | 1,280PCR: 2.33 | 2.10 | 5.45% | 16.90 | 263.50 | 33.94% | -0.050 | 0.001 | -0.334 | 0.300 | Login To Trade |
0.341 | -0.372 | 0.001 | 0.942 | 33.20% | 0.50 | 5.93 | 47.62% | 144.00 | 1,290PCR: 1.78 | 2.25 | 5.91% | 10.54 | 114.50 | 32.47% | -0.054 | 0.001 | -0.344 | 0.323 | Login To Trade |
0.355 | -0.365 | 0.001 | 0.938 | 31.25% | 30.50 | 18.88 | 47.66% | 133.95 | 1,300PCR: 2.76 | 2.40 | 6.44% | 52.19 | 1,059.00 | 31.01% | -0.060 | 0.001 | -0.355 | 0.349 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 9.37 | 99.00% | 111.75 | 1,310PCR: 0.59 | 2.65 | 7.11% | 5.55 | 139.50 | 29.54% | -0.068 | 0.002 | -0.370 | 0.382 | Login To Trade |
0.426 | -0.400 | 0.002 | 0.922 | 28.56% | 3.00 | 15.32 | 47.38% | 114.55 | 1,320PCR: 0.79 | 2.95 | 7.90% | 12.03 | 242.50 | 28.32% | -0.076 | 0.002 | -0.390 | 0.419 | Login To Trade |
0.427 | -0.363 | 0.002 | 0.922 | 25.88% | 1.00 | 4.80 | 47.53% | 104.20 | 1,330PCR: 2.50 | 3.35 | 9.11% | 11.97 | 159.00 | 27.34% | -0.089 | 0.002 | -0.424 | 0.472 | Login To Trade |
0.435 | -0.335 | 0.002 | 0.920 | 23.44% | 12.50 | 6.63 | 47.59% | 94.00 | 1,340PCR: 1.44 | 3.80 | 10.30% | 9.57 | 255.50 | 26.12% | -0.103 | 0.002 | -0.450 | 0.524 | Login To Trade |
0.612 | -0.520 | 0.003 | 0.872 | 25.88% | 33.50 | 36.48 | 46.35% | 86.45 | 1,350PCR: 0.90 | 4.50 | 11.90% | 32.81 | 589.50 | 25.02% | -0.122 | 0.003 | -0.486 | 0.591 | Login To Trade |
0.677 | -0.548 | 0.003 | 0.851 | 24.66% | 44.50 | 12.42 | 45.85% | 77.20 | 1,360PCR: 1.21 | 5.30 | 13.73% | 15.03 | 517.00 | 24.17% | -0.144 | 0.003 | -0.526 | 0.663 | Login To Trade |
0.736 | -0.554 | 0.004 | 0.832 | 22.95% | 128.00 | 12.52 | 45.40% | 67.70 | 1,370PCR: 1.16 | 6.50 | 16.09% | 14.46 | 424.00 | 23.32% | -0.174 | 0.004 | -0.575 | 0.751 | Login To Trade |
0.838 | -0.625 | 0.004 | 0.792 | 22.71% | 79.00 | 14.03 | 44.33% | 59.45 | 1,380PCR: 1.00 | 8.00 | 18.68% | 14.09 | 888.50 | 22.58% | -0.209 | 0.004 | -0.623 | 0.840 | Login To Trade |
0.928 | -0.671 | 0.005 | 0.751 | 22.03% | 66.00 | 8.94 | 43.09% | 51.30 | 1,390PCR: 1.13 | 9.85 | 21.66% | 10.14 | 809.50 | 21.97% | -0.251 | 0.005 | -0.672 | 0.931 | Login To Trade |
1.012 | -0.698 | 0.006 | 0.703 | 21.00% | 849.50 | 56.74 | 41.57% | 42.65 | 1,400PCR: 0.63 | 12.10 | 24.71% | 35.90 | 2,131.00 | 21.18% | -0.299 | 0.006 | -0.706 | 1.014 | Login To Trade |
1.086 | -0.740 | 0.006 | 0.647 | 20.75% | 380.50 | 12.01 | 39.59% | 36.30 | 1,410PCR: 0.75 | 14.55 | 27.83% | 8.96 | 936.00 | 20.51% | -0.351 | 0.006 | -0.730 | 1.084 | Login To Trade |
1.141 | -0.745 | 0.007 | 0.583 | 19.90% | 1,806.00 | 37.12 | 37.12% | 29.05 | 1,420PCR: 0.46 | 18.20 | 31.48% | 17.17 | 1,793.00 | 20.14% | -0.418 | 0.007 | -0.755 | 1.141 | Login To Trade |
1.165 | -0.743 | 0.007 | 0.515 | 19.41% | 2,409.00 | 27.93 | 34.22% | 23.20 | 1,430PCR: 0.45 | 22.35 | 34.79% | 12.51 | 1,008.50 | 19.59% | -0.485 | 0.007 | -0.750 | 1.165 | Login To Trade |
1.154 | -0.712 | 0.007 | 0.443 | 18.80% | 2,954.50 | 59.57 | 30.77% | 17.80 | 1,440PCR: 0.24 | 27.00 | 37.94% | 14.20 | 792.50 | 18.98% | -0.557 | 0.007 | -0.720 | 1.154 | Login To Trade |
1.105 | -0.673 | 0.007 | 0.371 | 18.55% | 2,415.00 | 73.15 | 26.98% | 13.60 | 1,450PCR: 0.22 | 32.70 | 40.78% | 15.86 | 270.50 | 18.68% | -0.628 | 0.007 | -0.678 | 1.105 | Login To Trade |
1.027 | -0.634 | 0.006 | 0.307 | 18.80% | 1,024.00 | 22.15 | 23.29% | 10.55 | 1,460PCR: 0.41 | 39.50 | 43.29% | 9.03 | 54.00 | 18.13% | -0.700 | 0.007 | -0.605 | 1.017 | Login To Trade |
0.933 | -0.587 | 0.006 | 0.252 | 19.17% | 490.00 | 13.52 | 19.78% | 8.15 | 1,470PCR: 0.13 | 46.00 | 45.11% | 1.73 | 20.00 | 18.19% | -0.757 | 0.006 | -0.547 | 0.916 | Login To Trade |
0.830 | -0.532 | 0.005 | 0.205 | 19.53% | 832.00 | 21.38 | 16.51% | 6.50 | 1,480PCR: 0.31 | 55.80 | 46.14% | 6.70 | 46.00 | 19.90% | -0.790 | 0.005 | -0.550 | 0.841 | Login To Trade |
0.734 | -0.486 | 0.004 | 0.168 | 20.14% | 280.50 | 7.87 | 13.84% | 5.20 | 1,490PCR: 0.10 | 64.85 | 46.86% | 0.80 | 1.50 | 21.61% | -0.812 | 0.004 | -0.559 | 0.788 | Login To Trade |
0.644 | -0.439 | 0.004 | 0.138 | 20.75% | 1,475.50 | 47.20 | 11.54% | 4.20 | 1,500PCR: 0.08 | 71.70 | 48.48% | 3.84 | 40.50 | 19.04% | -0.881 | 0.004 | -0.363 | 0.580 | Login To Trade |
0.557 | -0.386 | 0.003 | 0.112 | 21.12% | 224.00 | 5.52 | 9.51% | 3.30 | 1,510PCR: 0.04 | 91.40 | 46.18% | 0.23 | 0.00 | 33.94% | -0.769 | 0.003 | -0.992 | 0.890 | Login To Trade |
0.477 | -0.340 | 0.003 | 0.090 | 21.73% | 260.50 | 19.51 | 7.77% | 2.60 | 1,520PCR: 0.63 | 90.50 | 49.48% | 12.35 | 33.00 | 20.26% | -0.923 | 0.002 | -0.280 | 0.420 | Login To Trade |
0.416 | -0.307 | 0.002 | 0.076 | 22.46% | 160.00 | 5.72 | 6.52% | 2.20 | 1,530PCR: 0.00 | 100.00 | 49.84% | 0.01 | 0.00 | 20.51% | -0.942 | 0.002 | -0.230 | 0.341 | Login To Trade |
0.364 | -0.277 | 0.002 | 0.064 | 23.19% | 122.00 | 7.22 | 5.49% | 1.80 | 1,540PCR: 0.00 | 119.90 | 47.56% | 0.02 | 0.00 | 38.82% | -0.811 | 0.002 | -1.008 | 0.791 | Login To Trade |
0.319 | -0.251 | 0.002 | 0.054 | 23.93% | 167.00 | 7.41 | 4.65% | 1.55 | 1,550PCR: 0.15 | 119.00 | 50.45% | 1.09 | 2.00 | 19.53% | -0.976 | 0.001 | -0.107 | 0.166 | Login To Trade |
0.284 | -0.230 | 0.001 | 0.046 | 24.66% | 86.00 | 16.85 | 4.01% | 1.35 | 1,560PCR: 0.00 | 140.05 | 48.10% | 0.04 | 0.00 | 43.21% | -0.824 | 0.002 | -1.074 | 0.757 | Login To Trade |
0.228 | -0.198 | 0.001 | 0.035 | 26.37% | 62.00 | 8.46 | 3.06% | 1.10 | 1,580PCR: 0.00 | 159.00 | 48.72% | 0.01 | 0.00 | 45.78% | -0.844 | 0.002 | -1.054 | 0.701 | Login To Trade |
0.181 | -0.166 | 0.001 | 0.027 | 27.83% | 59.50 | 6.91 | 2.30% | 0.80 | 1,600PCR: 0.33 | 169.20 | 50.84% | 2.29 | 5.00 | 23.44% | -0.990 | 0.000 | -0.063 | 0.081 | Login To Trade |
0.150 | -0.144 | 0.001 | 0.021 | 29.30% | 27.50 | 2.72 | 1.82% | 0.65 | 1,620PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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